A nine-year-old boy has died after he was accidentally shot at a property near Goulburn in southern NSW.

Emergency services were called to a property in Windellama just after 11am following reports of a shooting.

Officers were told a 9-year-old boy had been injured after the accidental discharge of a firearm.

He was treated for serious neck injuries by paramedics but died at the scene.

Police have commenced an investigation into the cause of the incident.